Into my own Homebrew world? If I could chose the time/year and place, perhaps. Depending on money. If I can go with a thousand or more silver dollars, maybe. If not, no. It would also depend on whether or not I had the talent/power to be a Wizard or Psion or something like that, since in my world, these are rare genetic gifts, not something open to just anyone.
Otherwise...
Ok, so you're 15, have no real skills for that world, no money. I'd have to assume you can speak at least one language, or you're doubly screwed. At best you have a bunch of vague (or perhaps not so vague) knowledge of the world at large, but no real knowledge of the details of living in that place.
Seems like you're screwed. How do you get any training in anything? How do you make money? At best you can join the town militia or something, or sign on with a trading company (since most of us have at least some knowledge of math and such), but otherwise you're just Joe Peasant.
As others have said, when the reality of living in the place hits you, you find it quite a bit different than the imagination.